The user may generally be acting out of many possible motivations.
- Honest attempt to delete a subpar question
- Embarrassment of some kind
- Misunderstanding of the purpose of the site ("thanks, problem solved")
- Covering tracks (homework, interviews, contests, trade secrets)
- Annoyance at a comment or answer
- Vampire style of doing his job (like this)
You have also multiple way to quash your mild frustration.
- Ignore the occasional incident
- Find their question in browser history, post it under your own name and self-answer it.
- Answer only questions by well known posters.
- Comment on another post by that person to ask them to undelete
- Use a free form flag (if you can't see the deleted question, flag another post by that person) for moderator attention to the person or question. Explain about the deleting.
- Fill some kind of a feature request here at meta
There is probably not a single interpretation of this phenomenon. It is relatively common to edit or delete own answers based on comments. Sometimes, a comment in place of an answer is deliberately used to encourage some action on the part of the OP. Comments are not intended to be long lived, although in more complex situations, some of them often end up to be.
Therefore, if there was no answer posted by the time the question got deleted, I would assume that the user has interpreted, and acted on, the comment in one of many available entirely appropriate ways.